India NSE Volatility Index

CBOE Emerging Market Markets Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	13.9151	20.21***
α ARCH Response to squared shocks	0.2441	3.18***
β GARCH Volatility persistence	0.2012	2.37**
ν DF Student-t tail thickness	20.5079	0.41

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Victory Electric Vehicles International Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

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